+795.1%
BKNG vs WAB
+2,893.5%
-2,098.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -18.1% | -5.9% | -12.2% | -16.2% |
| 3M | +8.5% | +9.4% | -0.8% | +3.9% |
| 6M | -0.1% | +13.8% | -13.9% | -6.3% |
| YTD | -18.2% | +31.8% | -50.0% | -28.0% |
| 1Y | -19.9% | +48.5% | -68.4% | -32.9% |
| 3Y | +41.6% | +167.0% | -125.3% | -7.2% |
| 5Y | +93.1% | +222.3% | -129.2% | +17.6% |
| 10Y | +214.8% | +289.6% | -74.8% | +65.3% |
| All | +795.1% | +2,893.5% | -2,098.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling